CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 09-Jan-2013
Day Change Summary
Previous Current
08-Jan-2013 09-Jan-2013 Change Change % Previous Week
Open 1.3136 1.3091 -0.0045 -0.3% 1.3227
High 1.3148 1.3104 -0.0044 -0.3% 1.3289
Low 1.3064 1.3044 -0.0020 -0.2% 1.3005
Close 1.3091 1.3062 -0.0029 -0.2% 1.3080
Range 0.0084 0.0060 -0.0024 -28.6% 0.0284
ATR 0.0089 0.0087 -0.0002 -2.3% 0.0000
Volume 228,038 221,294 -6,744 -3.0% 790,017
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3250 1.3216 1.3095
R3 1.3190 1.3156 1.3079
R2 1.3130 1.3130 1.3073
R1 1.3096 1.3096 1.3068 1.3083
PP 1.3070 1.3070 1.3070 1.3064
S1 1.3036 1.3036 1.3057 1.3023
S2 1.3010 1.3010 1.3051
S3 1.2950 1.2976 1.3046
S4 1.2890 1.2916 1.3029
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3977 1.3812 1.3236
R3 1.3693 1.3528 1.3158
R2 1.3409 1.3409 1.3132
R1 1.3244 1.3244 1.3106 1.3185
PP 1.3125 1.3125 1.3125 1.3095
S1 1.2960 1.2960 1.3054 1.2901
S2 1.2841 1.2841 1.3028
S3 1.2557 1.2676 1.3002
S4 1.2273 1.2392 1.2924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3198 1.3005 0.0193 1.5% 0.0097 0.7% 30% False False 239,098
10 1.3295 1.3005 0.0290 2.2% 0.0092 0.7% 20% False False 180,870
20 1.3321 1.2942 0.0379 2.9% 0.0087 0.7% 32% False False 167,945
40 1.3321 1.2680 0.0641 4.9% 0.0082 0.6% 60% False False 85,728
60 1.3321 1.2680 0.0641 4.9% 0.0079 0.6% 60% False False 57,209
80 1.3321 1.2680 0.0641 4.9% 0.0080 0.6% 60% False False 42,942
100 1.3321 1.2350 0.0971 7.4% 0.0074 0.6% 73% False False 34,360
120 1.3321 1.2090 0.1231 9.4% 0.0068 0.5% 79% False False 28,635
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.3359
2.618 1.3261
1.618 1.3201
1.000 1.3164
0.618 1.3141
HIGH 1.3104
0.618 1.3081
0.500 1.3074
0.382 1.3067
LOW 1.3044
0.618 1.3007
1.000 1.2984
1.618 1.2947
2.618 1.2887
4.250 1.2789
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 1.3074 1.3087
PP 1.3070 1.3078
S1 1.3066 1.3070

These figures are updated between 7pm and 10pm EST after a trading day.

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